Anic Equity¶

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Total return since start: 0.57 %¶

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Equity now: -----------------------------> 47952.33 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46557.38 Kr¶

PnL: ---------------------------------------> -331.19 Kr¶

DD now: ---------------------------------> -1.393 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-23 17:24:22.197454'

Anic Portfolio¶

This Week¶

Return: 0.07 %¶

Total¶

Return: 56.965 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 2.150000 3213.600000 242.600000 8.170000 2971.000006
HEBA B 70 2.800000 2831.500000 195.500000 7.420000 2636.000010
Corem Property Group B 59 3.460000 634.840000 57.840000 10.020000 576.999999
HMS Networks 2 5.080000 719.600000 46.600000 6.920000 673.000000
AcadeMedia 12 1.540000 602.400000 45.400000 8.150000 557.000004
MedCap 2 4.490000 465.000000 44.000000 10.450000 421.000000
Samhällsbyggnadsbo. i Norden B 20 3.890000 395.400000 40.400000 11.380000 355.000000
FM Mattsson Mora Group B 50 -0.500000 2960.000000 33.000000 1.130000 2927.000000
Boozt 12 -0.070000 1684.800000 30.800000 1.860000 1653.999996
Resurs Holding 22 0.290000 602.800000 28.800000 5.020000 573.999998
SAAB B 8 -1.140000 3400.800000 23.800000 0.700000 3377.000000
Norva24 Group 16 0.570000 563.200000 20.200000 3.720000 543.000000
OEM International B 7 0.130000 546.700000 18.700000 3.540000 527.999997
Eastnine 4 0.160000 509.600000 18.600000 3.790000 491.000000
Intrum 4 1.750000 545.400000 18.400000 3.490000 527.000000
Fastighetsbolag. Emilshus Pref 21 1.670000 576.450000 14.450000 2.570000 562.000005
Coor Service Management Hold. 8 2.020000 546.000000 14.000000 2.630000 532.000000
Securitas B 6 2.960000 580.680000 10.680000 1.870000 570.000000
Karnov Group 9 0.170000 541.800000 5.800000 1.080000 536.000004
Swedbank A 3 0.400000 569.550000 5.550000 0.980000 564.000000
CTEK 13 1.450000 537.680000 3.680000 0.690000 533.999999
Samhällsbyggnadsbo. i Norden D 12 3.290000 248.880000 2.880000 1.170000 246.000000
Creaspac SPAC 6 -0.100000 577.200000 0.200000 0.030000 577.000002
Handelsbanken A 5 0.280000 545.500000 -0.500000 -0.090000 546.000000
Nordea Bank Abp 29 0.050000 3450.420000 -3.580000 -0.100000 3453.999992
Midsona B 63 2.590000 574.560000 -8.440000 -1.450000 582.999984
Essity B 2 -2.360000 563.800000 -10.200000 -1.780000 574.000000
International Petroleum Corp. 5 4.930000 575.000000 -19.570000 -3.290000 594.565215
Essity A 4 -1.910000 1128.000000 -21.000000 -1.830000 1149.000000
Sampo Oyj SDB 7 -0.910000 3808.000000 -42.000000 -1.090000 3850.000000
Vivesto 1368 -2.160000 544.460000 -68.540000 -11.180000 612.999432
Axfood 13 0.040000 3662.100000 -93.900000 -2.500000 3756.000001
OX2 18 -0.560000 1440.900000 -223.100000 -13.410000 1663.999992
Fasadgruppen Group 35 0.200000 3493.000000 -318.000000 -8.340000 3810.999990
Ovzon 52 1.080000 2912.000000 -450.000000 -13.380000 3361.999992
TOTAL 46551.620000 -336.950000 -1.40514% 46888.564618

Updated:¶

'2023-01-23 17:23:27.533755'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶